Model: | Kalman-grid-v2 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Ve: | auto | Neutrality: | dollar | ||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 2664189.62 |
Total net P/L: | 2654189.62 | Total ROI: | 26541.90 % |
CAGR: | 1388.07 % | Max. DD: | 47.09 % |
System Score: | 1047.720 | Sharpe Ratio: | 4.508 |
Start Date: | 2015-02-04 | End Date: | 2017-02-28 |
Total days: | 755 | ||
Commissions: | 2133.81 | Comm.% P/L | 0.08 % |
Total Transactions: | 624 | Log. Linearity: | 91.050 % |
Total | Long | Short | CACX | DAXX | |
---|---|---|---|---|---|
Total Profit/Loss | 2656323.43 | 636163.77 | 2020159.66 | 2423922.88 | 232400.55 |
Total Profit | 4988483.32 | 1968743.58 | 3019739.74 | 3159176.69 | 3536105.52 |
Total Loss | 2332159.89 | 1332579.81 | 999580.08 | 735253.81 | 3303704.97 |
Profit Factor | 2.14 | 1.48 | 3.02 | 4.30 | 1.07 |
Trades | 156 | 76 | 80 | 156 | 156 |
Winning Trades | 121 | 61 | 60 | 58 | 85 |
Losing Trades | 35 | 15 | 20 | 98 | 71 |
% Profitable | 77.00 | 80.00 | 75.00 | 37.00 | 54.00 |
Profit/Loss Per Trade % | 3.66 | 3.55 | 3.76 | 2.77 | 0.49 |
Profit Per Trade % | 7.15 | 6.65 | 7.66 | 10.32 | 7.13 |
Loss Per Trade % | 7.09 | 7.58 | 6.73 | 1.30 | 6.46 |
Days In Trade | 612 | 279 | 333 | 612 | 612 |
Days In Trade (Avg. Per Trade) | 3.92 | 3.67 | 4.16 | 3.92 | 3.92 |
% Days In Trade | 81.06 | 36.95 | 44.11 | 81.06 | 81.06 |